Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349091.1534 | 254756.4575 | 94334.6958 | 429234.3651 | 303193.7772 | 126040.5879 |
Total P&L (%) | 349.0912 | 254.7565 | 94.3347 | 429.2344 | 303.1938 | 126.0406 |
Avg Daily Profit (%) | 0.3351 | 0.2446 | 0.0906 | 0.1601 | 0.1339 | 0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91824 | -78844 | -50699 | -1008206 | -823494 | -543880 |
Profit Factor | 1.4236 | 1.5973 | 1.2373 | 1.0761 | 1.1031 | 1.0467 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 161 | 82 | 79 | 161 | 82 | 79 |
Losing Trades | 221 | 109 | 112 | 221 | 109 | 112 |
Profitability (%) | 42.1466 | 42.9319 | 41.3613 | 42.1466 | 42.9319 | 41.3613 |
Ratio Avg Win / Avg Loss | 1.9542 | 2.1233 | 1.7541 | 1.4772 | 1.4663 | 1.484 |
Largest Winning Trade | 164512 | 164512 | 28378 | 423946 | 423946 | 299895 |
Largest Losing Trade | -22696 | -16682 | -22696 | -203111 | -166760 | -203111 |
Avg Bars in Trades | 63 | 57 | 69 | 63 | 57 | 69 |
Avg Bars in Winners | 92 | 85 | 98 | 92 | 85 | 98 |
Avg Bars in Losers | 42 | 36 | 48 | 42 | 36 | 48 |
Bars Traded | 24292 | 11021 | 13271 | 24292 | 11021 | 13271 |
Profit Streak | 3.1416 | 0 | 5.0999 | 3.1416 | 0 | 5.0999 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311564 | 313551 | -72978 | -131579 | -123645 | -259240 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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